Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes.
Torpong CheevaprawatdomrongIrwin E. SchochetmanRobert L. SmithAlfredo GarciaPublished in: Math. Oper. Res. (2007)
Keyphrases
- infinite horizon
- markov decision processes
- optimal policy
- finite horizon
- state space
- partially observable
- long run
- dynamic programming
- markov decision process
- average cost
- production planning
- policy iteration
- optimal control
- finite state
- reinforcement learning
- action space
- planning under uncertainty
- dec pomdps
- reinforcement learning algorithms
- average reward
- lead time
- decision problems
- data mining
- total reward
- integer programming
- linear programming
- search space
- optimal solution
- decision processes
- lost sales